V-Lab
V-Lab
National Stock Exchange CNX Nifty Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:12.59% (+0.06%)

Analysis last updated: Tuesday, April 30, 2024 at 12:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Stock Exchange CNX Nifty Index GJR-GARCH
paramt-stat
ω0.023517.44
α0.046614.67
β0.8988410.79
γ0.096213.33
Estimation Period:
Apr 23, 1996 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts